Compare noise level of time series from different sources
$begingroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
asked 1 min ago
Ritesh SoniRitesh Soni
1
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$begingroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
asked 1 min ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
asked 1 min ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
time-series noise
asked 1 min ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 1 min ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 1 min ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 1 min ago
Ritesh SoniRitesh Soni
1
asked 1 min ago
Ritesh SoniRitesh Soni
1
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
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